The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics
Allen, David, Ng, K.H., Peiris, SheltonVolume:
120
Language:
english
Journal:
Economics Letters
DOI:
10.1016/j.econlet.2013.03.049
Date:
July, 2013
File:
PDF, 1.06 MB
english, 2013